Anic Equity¶

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Total return since start: 0.551 %¶

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Equity now: -----------------------------> 47385.03 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 45990.05 Kr¶

PnL: ---------------------------------------> -898.52 Kr¶

DD now: ---------------------------------> -2.56 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-26 11:29:07.547477'

Anic Portfolio¶

This Week¶

Return: -1.116 %¶

Total¶

Return: 55.104 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -0.250000 2782.500000 146.500000 5.560000 2636.000010
HMS Networks 2 15.960000 802.000000 129.000000 19.170000 673.000000
FM Mattsson Mora Group B 50 1.330000 3050.000000 123.000000 4.200000 2927.000000
SAAB B 8 1.030000 3443.200000 66.200000 1.960000 3377.000000
MedCap 2 0.220000 462.000000 41.000000 9.740000 421.000000
Intrum 4 6.450000 564.400000 37.400000 7.100000 527.000000
Samhällsbyggnadsbo. i Norden B 20 -0.380000 390.500000 35.500000 10.000000 355.000000
AcadeMedia 12 -0.610000 582.000000 25.000000 4.490000 557.000004
Resurs Holding 22 -0.800000 597.080000 23.080000 4.020000 573.999998
Corem Property Group B 59 -2.960000 598.850000 21.850000 3.790000 576.999999
Boozt 12 0.290000 1672.800000 18.800000 1.140000 1653.999996
Eastnine 4 0.800000 506.400000 15.400000 3.140000 491.000000
Norva24 Group 16 1.870000 556.480000 13.480000 2.480000 543.000000
Swedbank A 3 -1.190000 572.850000 8.850000 1.570000 564.000000
Securitas B 6 -0.410000 576.360000 6.360000 1.120000 570.000000
OEM International B 7 -0.650000 534.100000 6.100000 1.160000 527.999997
Coor Service Management Hold. 8 0.450000 537.600000 5.600000 1.050000 532.000000
Karnov Group 9 -0.330000 539.100000 3.100000 0.580000 536.000004
Fastighetsbolag. Emilshus Pref 21 -1.820000 564.900000 2.900000 0.520000 562.000005
Creaspac SPAC 6 0.310000 579.000000 2.000000 0.350000 577.000002
Samhällsbyggnadsbo. i Norden D 12 -0.390000 246.720000 0.720000 0.290000 246.000000
Nordea Bank Abp 29 -0.570000 3449.260000 -4.740000 -0.140000 3453.999992
CTEK 13 -0.290000 527.540000 -6.460000 -1.210000 533.999999
Midsona B 63 1.800000 571.410000 -11.590000 -1.990000 582.999984
Handelsbanken A 5 -1.200000 533.250000 -12.750000 -2.340000 546.000000
Essity B 2 -3.720000 538.400000 -35.600000 -6.200000 574.000000
Beijer Electronics Group 26 -6.620000 2932.800000 -38.200000 -1.290000 2971.000006
International Petroleum Corp. 5 -0.720000 548.500000 -46.070000 -7.750000 594.565215
Vivesto 1368 2.100000 544.740000 -68.260000 -11.140000 612.999432
Essity A 4 -3.400000 1080.000000 -69.000000 -6.010000 1149.000000
Sampo Oyj SDB 7 -1.280000 3766.000000 -84.000000 -2.180000 3850.000000
Fasadgruppen Group 35 0.960000 3668.000000 -143.000000 -3.750000 3810.999990
OX2 18 0.320000 1407.600000 -256.400000 -15.410000 1663.999992
Axfood 13 -2.690000 3480.100000 -275.900000 -7.350000 3756.000001
Ovzon 52 0.560000 2776.800000 -585.200000 -17.410000 3361.999992
TOTAL 45983.240000 -905.330000 -2.57387% 46888.564618

Updated:¶

'2023-01-26 11:28:30.045116'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶